Don’t forget, if you dig to bedrock you can find fuel sources like lava springs (heat exchanger) and natural gas deposits (gas burning boxes). Coal and other coal derivatives are early game.
If you find a way to automate farming, you could also potentially run engines from Ethanol. I had a whole base once that ran on huge automated pumpkin farms, making pumpkin juice, and fermenting it to ethanol.
Or if you’re into fuel you can drink too, raise mass quantities of potatos and make vodka. It also runs engines.